Let me explain what I did and the results so will be easy to understand the bug
1. I uploaded 5 strategies separately;2. I calculated MAE/MFE using historical data (WIN.csv attached).3. The result was every strategy with your MAE/MFE. Until now perfect!
4. I created a portfolio including these 5 strategies to consolidate results.
MAE/MFE from 5 together but doesn't work! After creating a portfolio, even merging strategies, MAE/MFE remains separated for every strategy. I should get a consolidated result with MAE/MFE from all strategies calculated together, even in daily basis report.
Attached Im sending the HTML from 5 strategies, csv for historical data MAE/MFE calculating